On some properties of universal sigma-finite measures associated with a remarkable class of submartingales

DOI10.2977/PRIMS/56zbMath1266.60065arXiv0911.2571OpenAlexW2068171860MaRDI QIDQ653285

Ashkan Nikeghbali, Joseph Najnudel

Publication date: 9 January 2012

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.2571

zbMATH Keywords

penalizationmartingalesubmartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Sample path properties (60G17)

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• Tanaka Formula for Symmetric Lévy Processes